Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 120, doi. 10.1111/j.1368-423X.2004.00124.x
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2004 AND VI 7 AND IP 1
Results: 13
1
2
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 143, doi. 10.1111/j.1368-423X.2004.00125.x
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- Publication type:
- Article
3
Linearity tests and stationarity.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 55, doi. 10.1111/j.1368-423X.2004.00121.x
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- Publication type:
- Article
4
Efficient inference in multivariate fractionally integrated time series models.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 63, doi. 10.1111/j.1368-423X.2004.00122.x
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- Publication type:
- Article
5
The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 98, doi. 10.1111/j.1368-423X.2004.00123.x
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- Publication type:
- Article
6
Pooling of forecasts.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 1, doi. 10.1111/j.1368-423X.2004.00119.x
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- Publication type:
- Article
7
Least squares estimation and tests of breaks in mean and variance under misspecification.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 32, doi. 10.1111/j.1368-423X.2004.00120.x
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- Publication type:
- Article
8
Asymptotic inference results for multivariate long-memory processes.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 168, doi. 10.1111/j.1368-423X.2004.00126.x
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- Publication type:
- Article
9
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 191, doi. 10.1111/j.1368-423X.2004.00127.x
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- Publication type:
- Article
10
Two-stage quantile regression when the first stage is based on quantile regression.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 218, doi. 10.1111/j.1368-423X.2004.00128.x
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- Publication type:
- Article
11
Modelling phase shifts among stochastic cycles.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 232, doi. 10.1111/j.1368-423X.2004.00129.x
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- Publication type:
- Article
12
Cointegration analysis in the presence of outliers.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 249, doi. 10.1111/j.1368-423X.2004.00130.x
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- Publication type:
- Article
13
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 1, p. 272, doi. 10.1111/j.1368-423X.2004.00131.x
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- Publication type:
- Article